DZ Bank Put 120 SQU 20.12.2024
/ DE000DJ7EU03
DZ Bank Put 120 SQU 20.12.2024/ DE000DJ7EU03 /
| 10/07/2024 10:35:21 |
Chg.-0.040 |
Bid10:40:51 |
Ask10:40:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
-2.34% |
1.680
Bid Size: 35,000 |
1.690
Ask Size: 35,000 |
VINCI S.A. INH. EO... |
120.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ7EU0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
08/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
1.69 |
| Time value: |
0.06 |
| Break-even: |
102.50 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.05 |
| Spread %: |
2.94% |
| Delta: |
-0.75 |
| Theta: |
-0.01 |
| Omega: |
-4.41 |
| Rho: |
-0.42 |
Quote data
| Open: |
1.710 |
| High: |
1.720 |
| Low: |
1.670 |
| Previous Close: |
1.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.47% |
| 1 Month |
|
|
+7.05% |
| 3 Months |
|
|
+34.68% |
| YTD |
|
|
+31.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.730 |
1.520 |
| 1M High / 1M Low: |
2.190 |
1.520 |
| 6M High / 6M Low: |
2.190 |
0.780 |
| High (YTD): |
28/06/2024 |
2.190 |
| Low (YTD): |
21/05/2024 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.640 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.859 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.138 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.31% |
| Volatility 6M: |
|
119.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
